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~subject:"Announcement effect"
~subject:"Volatility"
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Announcement effect
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Conference on Realized Volatility <2006, Montréal>
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ECONIS (ZBW)
5,852
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1
Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan
;
Lee, Bong-soo
- In:
Economic inquiry : journal of the Western Economic …
46
(
2008
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10003713348
Saved in:
2
Impact of international volatility, the Euro, and derivatives on a small stock market
Sarrianidis, Nikolaos
;
Drimbetas, Evangelos
;
Konteos, George
- In:
International review of applied economic research
1
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10003714654
Saved in:
3
Investor sentiment and option prices
Han, Bing
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
Saved in:
4
Endogenous events and long-run returns
Viswanathan, S.
;
Wei, Bin
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 855-888
Persistent link: https://www.econbiz.de/10003716659
Saved in:
5
Robust outlier detection for Asia-Pacific stock index returns
Ané, Thierry
;
Ureche-Rangau, Loredana
;
Gambet, Jean-Benoît
- In:
Journal of international financial markets, …
18
(
2008
)
4
,
pp. 326-343
Persistent link: https://www.econbiz.de/10003727941
Saved in:
6
Variable rare disasters : a tractabel theory of ten puzzles in macro-finance
Gabaix, Xavier
- In:
The American economic review
98
(
2008
)
2
,
pp. 64-67
Persistent link: https://www.econbiz.de/10003730014
Saved in:
7
Mandatory disclosure and stock returns : evidence from the over-the-counter market
Ferrell, Allen
- In:
The journal of legal studies
36
(
2007
)
2/1
,
pp. 213-251
Persistent link: https://www.econbiz.de/10003730976
Saved in:
8
Value-at-risk : an analysis of January and non-January returns
Huffman, Stephen P.
;
Moll, Cliff
- In:
Quarterly journal of finance & accounting : QJFA
47
(
2008
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10003753484
Saved in:
9
Corporate bond returns and volatility
Cai, Nianyun
;
Jiang, Xiaoquan
- In:
The financial review : the official publication of the …
43
(
2008
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003755341
Saved in:
10
Long-memory in stock return volatility for South Africa
Jayasuriya, Shamila A.
- In:
Journal of emerging markets
13
(
2008
)
1
,
pp. 7-17
Persistent link: https://www.econbiz.de/10003756620
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